+336.7%
RF vs RGEN
+406.9%
-70.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +2.7% | -0.9% | +3.5% | +2.8% |
| 30D | -3.4% | +2.8% | -6.2% | -4.0% |
| 3M | +6.4% | +34.5% | -28.1% | +0.5% |
| 6M | +13.4% | +40.5% | -27.0% | +5.8% |
| YTD | +14.2% | +2.8% | +11.4% | +12.4% |
| 1Y | +15.7% | +39.6% | -23.9% | +7.4% |
| 3Y | +91.3% | +4.4% | +86.9% | +80.8% |
| 5Y | +89.8% | -42.8% | +132.5% | +88.0% |
| 10Y | +336.7% | +406.7% | -70.0% | +155.5% |
| All | +336.7% | +406.9% | -70.2% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling